The Phillies hung on to close their deficit to 3-2. The Yankees scored three times in the eighth inning and put two runners on in the ninth before Derek Jeter grounded into a double play.
Utley hit a go-ahead, three-run homer in the first off A.J. Burnett and added a solo shot in the seventh. Utley joined Reggie Jackson as the only players to hit five home runs in a single World Series.
Game 6 is Wednesday night at Yankee Stadium, with Andy Pettitte pitching for New York against Pedro Martinez.